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A Computer Algorithm for Multiple Claims Models
practical machine limitations: t .1 .S 1 2 n 9 13 17 25 45 l:ere, t is the number of expected claims ... [9] [10] [11] [12] [13] [14] [15] [16] [17] [18] [19] [20] [21] [22] [23] (24] 'VGAUSSCDJ'V ...- Authors: Gottfried O Berger
- Date: Jan 1982
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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A Probabilistic Model for Life Contingencies and a Delta-Free Approach to Contingency Reserves
A Probabilistic ... t'. Since E[Lv] = 0, Coy (L,, Lv) = E[L,L,,I. (17) Because of the iterative rule, this is E[E[LtLv ... 0.0 77.55 70.22 63.10 57.75 54.21 51 64 50 17 49 22 48 65 48 63 49 43 50 22 50 97 51 82 ...- Authors: Gottfried O Berger, Hans U Gerber, Harry H Panjer
- Date: Oct 1976
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Actuarial Profession>Professional development; Annuities>Reserves - Annuities; Life Insurance>Reserves - Life Insurance
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On Understanding the Effects of GAAP Reserve Assumptions
On Understanding the Effects of GAAP Reserve Assumptions Discussion of the sensitivity of GAAP reserves ... Expressing it differently, let P ' = P('n>~ En>" (17) [x] [zl 1[ ' I , in(n_lVtxl + P ' .4 E%/-~ ...- Authors: Gottfried O Berger, Paul Milgrom
- Date: Oct 1975
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Results-Oriented Solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]